Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model

Pham, Dinh Tuan, Chan, K. S., Tong, Howell . Statistica Sinica 1991. 1 :361-369

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Bibtex

@article{CIS-102346,
  Author = {Pham, Dinh Tuan and Chan, K. S. and Tong, Howell},
  Title = {Strong consistency of the least squares estimator for a non-ergodic threshold autoregressive model},
  Journal = {Statistica Sinica},
  Volume = {1},
  Year = {1991},
  Pages = {361--369},
  Keywords = {Unit root}
}

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